+34,313.4%
JBL vs RGEN
+2,385.8%
+31,927.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | +6.3% | -3.3% | +9.6% | +6.6% |
| 30D | -13.5% | -5.8% | -7.7% | -13.1% |
| 3M | -31.3% | +0.2% | -31.5% | -31.5% |
| 6M | -28.4% | +56.8% | -85.2% | -31.1% |
| YTD | +11.6% | +2.4% | +9.2% | +10.7% |
| 1Y | +26.1% | +11.4% | +14.7% | +24.3% |
| 3Y | +97.4% | +15.2% | +82.2% | +92.0% |
| 5Y | +301.0% | -35.1% | +336.1% | +300.2% |
| 10Y | +1,151.1% | +419.6% | +731.5% | +986.6% |
| All | +34,313.4% | +2,385.8% | +31,927.6% | +23,845.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RGEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling